If he is wearing a glove he won't be able to feel the cold, end of discussion.

If he is inside a space station/ship (with an atmosphere) there will be some limited form of convection because of microgravity and even if there is none, then the air in touch with the ice will lose it's energy and get cold and then the air in touch with the cold air and so on and so on... until the hand of the astronaut will get cold as well. No new particle needed.

If he is not wearing a glove and in the vacuum of space, he will be dead, end of story!

PS: there is no such thing as a cold field. Cold is simply the absence of energy.

If the universe is made of Veegtrón particles. Then who moves the waves, who send us the space probes travelling to our Solar System?

But the universe is not made of Veegetrón particles! Thet is just your unproven hypotheses. Also which space probes are you talking about? There have been no observations of space probes that does not originate from the earth.I am not sure I understood the part about waves, no one moves the waves, they just behave according to the laws of physics.